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V-Lab

Inner Mongolia Shuangxin Environment-Friendly Material Co Ltd Asy. MEM Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

93.89%

increased by 13.36%

1 Week

98.56%

increased by 18.03%

1 Month

115.02%

increased by 34.49%

Analysis last updated: Tuesday, July 14, 2026 at 06:14 PM UTC

Date Range:

from

to

6M ·

All

graph of Inner Mongolia Shuangxin Environment-Friendly Material Co Ltd AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 30, 2025 to Jul 10, 2026

Model Insight

With persistence 0.997, volatility shocks have a half-life of 212 trading days (~0.8 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Leverage: Negative returns increase volatility 77% more than positive returns

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.9021
9.06***
α

ARCH

Response to squared shocks

0.4266
9.11***
β

GARCH

Volatility persistence

0.4053
20.99***
γ

leverage

Additional response to negative shocks

0.3297
3.05***

Persistence:

0.997

Half-life:

212 days